+3.1%
SYK vs FIX
-45.3%
+48.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -1.2% |
| 7D | -5.0% | +9.4% | -14.4% | -3.0% |
| 30D | +9.9% | -27.8% | +37.7% | +2.6% |
| 3M | -8.9% | -35.6% | +26.6% | -16.7% |
| 6M | +3.1% | -45.2% | +48.3% | -8.1% |
| All | +3.1% | -45.3% | +48.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling